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Fix review comments, documenation update

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This commit is contained in:
Anton
2018-05-01 00:27:05 +03:00
parent a127e1db07
commit 24ab1b5be5
7 changed files with 172 additions and 71 deletions
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121
freqtrade/tests/optimize/test_optimize.py
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@@ -10,7 +10,7 @@ from freqtrade import optimize
from freqtrade.misc import file_dump_json
from freqtrade.optimize.__init__ import make_testdata_path, download_pairs, \
download_backtesting_testdata, load_tickerdata_file, trim_tickerlist, \
get_start_ts_from_timerange
load_cached_data_for_updating
from freqtrade.tests.conftest import log_has
# Change this if modifying UNITTEST/BTC testdatafile
@@ -147,26 +147,107 @@ def test_download_pairs(ticker_history, mocker) -> None:
_clean_test_file(file2_5)
def test_get_start_ts_from_timerange(mocker) -> None:
start = get_start_ts_from_timerange(None, '1m')
assert start is None
def test_load_cached_data_for_updating(mocker) -> None:
datadir = os.path.join(os.path.dirname(__file__), '..', 'testdata')
# check 'date'
start = get_start_ts_from_timerange((('date', 'date'), 1000, 2000), '1m')
assert start == 1000 * 1000
test_data = None
test_filename = os.path.join(datadir, 'UNITTEST_BTC-1m.json')
with open(test_filename, "rt") as file:
test_data = json.load(file)
start = get_start_ts_from_timerange((('date', 'date'), 1000, 2000), '5m')
assert start == 1000 * 1000
# change now time to test 'line' cases
# now = last cached item + 1 hour
now_ts = test_data[-1][0] / 1000 + 60 * 60
mocker.patch('arrow.utcnow', return_value=arrow.get(now_ts))
# check 'line'
mock_now = arrow.get(1367900664)
mocker.patch('arrow.utcnow', return_value=mock_now)
# timeframe starts earlier than the cached data
# should fully update data
timerange = (('date', None), test_data[0][0] / 1000 - 1, None)
data, start_ts = load_cached_data_for_updating(test_filename,
'1m',
timerange)
assert data == []
assert start_ts == test_data[0][0] - 1000
start = get_start_ts_from_timerange(((None, 'line'), None, -200), '1m')
assert start == (1367900664 - 200 * 60) * 1000
# same with 'line' timeframe
num_lines = (test_data[-1][0] - test_data[1][0]) / 1000 / 60 + 120
data, start_ts = load_cached_data_for_updating(test_filename,
'1m',
((None, 'line'), None, -num_lines))
assert data == []
assert start_ts < test_data[0][0] - 1
start = get_start_ts_from_timerange(((None, 'line'), None, -200), '5m')
assert start == (1367900664 - 5 * 200 * 60) * 1000
# timeframe starts in the center of the cached data
# should return the chached data w/o the last item
timerange = (('date', None), test_data[0][0] / 1000 + 1, None)
data, start_ts = load_cached_data_for_updating(test_filename,
'1m',
timerange)
assert data == test_data[:-1]
assert test_data[-2][0] < start_ts < test_data[-1][0]
# same with 'line' timeframe
num_lines = (test_data[-1][0] - test_data[1][0]) / 1000 / 60 + 30
timerange = ((None, 'line'), None, -num_lines)
data, start_ts = load_cached_data_for_updating(test_filename,
'1m',
timerange)
assert data == test_data[:-1]
assert test_data[-2][0] < start_ts < test_data[-1][0]
# timeframe starts after the chached data
# should return the chached data w/o the last item
timerange = (('date', None), test_data[-1][0] / 1000 + 1, None)
data, start_ts = load_cached_data_for_updating(test_filename,
'1m',
timerange)
assert data == test_data[:-1]
assert test_data[-2][0] < start_ts < test_data[-1][0]
# same with 'line' timeframe
num_lines = 30
timerange = ((None, 'line'), None, -num_lines)
data, start_ts = load_cached_data_for_updating(test_filename,
'1m',
timerange)
assert data == test_data[:-1]
assert test_data[-2][0] < start_ts < test_data[-1][0]
# no timeframe is set
# should return the chached data w/o the last item
num_lines = 30
timerange = ((None, 'line'), None, -num_lines)
data, start_ts = load_cached_data_for_updating(test_filename,
'1m',
timerange)
assert data == test_data[:-1]
assert test_data[-2][0] < start_ts < test_data[-1][0]
# no datafile exist
# should return timestamp start time
timerange = (('date', None), now_ts - 10000, None)
data, start_ts = load_cached_data_for_updating(test_filename + 'unexist',
'1m',
timerange)
assert data == []
assert start_ts == (now_ts - 10000) * 1000
# same with 'line' timeframe
num_lines = 30
timerange = ((None, 'line'), None, -num_lines)
data, start_ts = load_cached_data_for_updating(test_filename + 'unexist',
'1m',
timerange)
assert data == []
assert start_ts == (now_ts - num_lines * 60) * 1000
# no datafile exist, no timeframe is set
# should return an empty array and None
data, start_ts = load_cached_data_for_updating(test_filename + 'unexist',
'1m',
None)
assert data == []
assert start_ts is None
def test_download_pairs_exception(ticker_history, mocker, caplog) -> None:
@@ -192,7 +273,7 @@ def test_download_backtesting_testdata(ticker_history, mocker) -> None:
# Download a 1 min ticker file
file1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'XEL_BTC-1m.json')
_backup_file(file1)
download_backtesting_testdata(None, pair="XEL/BTC", interval='1m')
download_backtesting_testdata(None, pair="XEL/BTC", tick_interval='1m')
assert os.path.isfile(file1) is True
_clean_test_file(file1)
@@ -200,7 +281,7 @@ def test_download_backtesting_testdata(ticker_history, mocker) -> None:
file2 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'STORJ_BTC-5m.json')
_backup_file(file2)
download_backtesting_testdata(None, pair="STORJ/BTC", interval='5m')
download_backtesting_testdata(None, pair="STORJ/BTC", tick_interval='5m')
assert os.path.isfile(file2) is True
_clean_test_file(file2)
@@ -212,8 +293,8 @@ def test_download_backtesting_testdata2(mocker) -> None:
]
mocker.patch('freqtrade.misc.file_dump_json', return_value=None)
mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=tick)
assert download_backtesting_testdata(None, pair="UNITTEST/BTC", interval='1m')
assert download_backtesting_testdata(None, pair="UNITTEST/BTC", interval='3m')
assert download_backtesting_testdata(None, pair="UNITTEST/BTC", tick_interval='1m')
assert download_backtesting_testdata(None, pair="UNITTEST/BTC", tick_interval='3m')
def test_load_tickerdata_file() -> None: